CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3879 |
1.3828 |
-0.0051 |
-0.4% |
1.3838 |
High |
1.3879 |
1.3867 |
-0.0012 |
-0.1% |
1.3879 |
Low |
1.3861 |
1.3811 |
-0.0050 |
-0.4% |
1.3775 |
Close |
1.3861 |
1.3867 |
0.0006 |
0.0% |
1.3867 |
Range |
0.0018 |
0.0056 |
0.0038 |
211.1% |
0.0104 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.5% |
0.0000 |
Volume |
13 |
55 |
42 |
323.1% |
90 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4016 |
1.3998 |
1.3898 |
|
R3 |
1.3960 |
1.3942 |
1.3882 |
|
R2 |
1.3904 |
1.3904 |
1.3877 |
|
R1 |
1.3886 |
1.3886 |
1.3872 |
1.3895 |
PP |
1.3848 |
1.3848 |
1.3848 |
1.3853 |
S1 |
1.3830 |
1.3830 |
1.3862 |
1.3839 |
S2 |
1.3792 |
1.3792 |
1.3857 |
|
S3 |
1.3736 |
1.3774 |
1.3852 |
|
S4 |
1.3680 |
1.3718 |
1.3836 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4152 |
1.4114 |
1.3924 |
|
R3 |
1.4048 |
1.4010 |
1.3896 |
|
R2 |
1.3944 |
1.3944 |
1.3886 |
|
R1 |
1.3906 |
1.3906 |
1.3877 |
1.3925 |
PP |
1.3840 |
1.3840 |
1.3840 |
1.3850 |
S1 |
1.3802 |
1.3802 |
1.3857 |
1.3821 |
S2 |
1.3736 |
1.3736 |
1.3848 |
|
S3 |
1.3632 |
1.3698 |
1.3838 |
|
S4 |
1.3528 |
1.3594 |
1.3810 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3879 |
1.3775 |
0.0104 |
0.7% |
0.0045 |
0.3% |
88% |
False |
False |
18 |
10 |
1.3879 |
1.3775 |
0.0104 |
0.7% |
0.0034 |
0.2% |
88% |
False |
False |
14 |
20 |
1.3900 |
1.3689 |
0.0211 |
1.5% |
0.0031 |
0.2% |
84% |
False |
False |
16 |
40 |
1.3947 |
1.3689 |
0.0258 |
1.9% |
0.0032 |
0.2% |
69% |
False |
False |
22 |
60 |
1.3947 |
1.3529 |
0.0418 |
3.0% |
0.0030 |
0.2% |
81% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4105 |
2.618 |
1.4014 |
1.618 |
1.3958 |
1.000 |
1.3923 |
0.618 |
1.3902 |
HIGH |
1.3867 |
0.618 |
1.3846 |
0.500 |
1.3839 |
0.382 |
1.3832 |
LOW |
1.3811 |
0.618 |
1.3776 |
1.000 |
1.3755 |
1.618 |
1.3720 |
2.618 |
1.3664 |
4.250 |
1.3573 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3858 |
1.3854 |
PP |
1.3848 |
1.3840 |
S1 |
1.3839 |
1.3827 |
|